+134.6%
FCX vs DBX
+8.9%
+125.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.2% |
| 7D | +3.1% | +0.3% | +2.9% | +2.9% |
| 30D | +8.1% | 0.0% | +8.1% | +7.8% |
| 3M | +18.9% | +26.1% | -7.2% | +9.3% |
| 6M | +26.6% | +29.4% | -2.8% | +13.5% |
| YTD | +51.2% | +24.4% | +26.7% | +37.2% |
| 1Y | +75.6% | +10.9% | +64.7% | +65.8% |
| 3Y | +101.7% | +24.1% | +77.6% | +70.7% |
| 5Y | +134.6% | +7.8% | +126.9% | +97.7% |
| All | +134.6% | +8.9% | +125.8% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling